DSEEX vs. DBLLX
Compare and contrast key facts about DoubleLine Shiller Enhanced CAPE (DSEEX) and DoubleLine Low Duration Emerging Markets Fixed Income Fund (DBLLX).
DSEEX is managed by DoubleLine. It was launched on Oct 31, 2013. DBLLX is managed by DoubleLine. It was launched on Apr 6, 2014.
Performance
DSEEX vs. DBLLX - Performance Comparison
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DSEEX vs. DBLLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DSEEX DoubleLine Shiller Enhanced CAPE | -7.19% | 9.49% | 12.84% | 27.03% | -23.24% | 24.91% | 16.27% | 37.28% | -3.99% | 21.61% |
DBLLX DoubleLine Low Duration Emerging Markets Fixed Income Fund | 0.02% | 7.86% | 7.20% | 7.00% | -5.05% | -0.21% | 3.53% | 8.57% | -0.04% | 4.20% |
Returns By Period
In the year-to-date period, DSEEX achieves a -7.19% return, which is significantly lower than DBLLX's 0.02% return. Over the past 10 years, DSEEX has outperformed DBLLX with an annualized return of 11.57%, while DBLLX has yielded a comparatively lower 3.62% annualized return.
DSEEX
- 1D
- 0.55%
- 1M
- -10.31%
- YTD
- -7.19%
- 6M
- -7.49%
- 1Y
- 0.03%
- 3Y*
- 10.31%
- 5Y*
- 5.62%
- 10Y*
- 11.57%
DBLLX
- 1D
- 0.00%
- 1M
- -0.92%
- YTD
- 0.02%
- 6M
- 1.20%
- 1Y
- 5.32%
- 3Y*
- 6.95%
- 5Y*
- 3.30%
- 10Y*
- 3.62%
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DSEEX vs. DBLLX - Expense Ratio Comparison
DSEEX has a 0.54% expense ratio, which is lower than DBLLX's 0.59% expense ratio.
Return for Risk
DSEEX vs. DBLLX — Risk / Return Rank
DSEEX
DBLLX
DSEEX vs. DBLLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DoubleLine Shiller Enhanced CAPE (DSEEX) and DoubleLine Low Duration Emerging Markets Fixed Income Fund (DBLLX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| DSEEX | DBLLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.07 | 3.75 | -3.68 |
Sortino ratioReturn per unit of downside risk | 0.21 | 5.19 | -4.98 |
Omega ratioGain probability vs. loss probability | 1.03 | 2.29 | -1.26 |
Calmar ratioReturn relative to maximum drawdown | -0.05 | 4.05 | -4.10 |
Martin ratioReturn relative to average drawdown | -0.18 | 21.50 | -21.68 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DSEEX | DBLLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.07 | 3.75 | -3.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 1.72 | -1.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 1.91 | -1.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 1.68 | -1.09 |
Correlation
The correlation between DSEEX and DBLLX is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
DSEEX vs. DBLLX - Dividend Comparison
DSEEX's dividend yield for the trailing twelve months is around 4.86%, less than DBLLX's 5.01% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSEEX DoubleLine Shiller Enhanced CAPE | 4.86% | 4.93% | 4.92% | 4.59% | 16.41% | 28.54% | 1.73% | 7.57% | 15.27% | 9.09% | 4.09% | 4.43% |
DBLLX DoubleLine Low Duration Emerging Markets Fixed Income Fund | 5.01% | 5.27% | 4.70% | 3.74% | 2.41% | 2.15% | 2.61% | 4.93% | 2.87% | 3.00% | 3.19% | 3.77% |
Drawdowns
DSEEX vs. DBLLX - Drawdown Comparison
The maximum DSEEX drawdown since its inception was -41.66%, which is greater than DBLLX's maximum drawdown of -10.13%. Use the drawdown chart below to compare losses from any high point for DSEEX and DBLLX.
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Drawdown Indicators
| DSEEX | DBLLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.66% | -10.13% | -31.53% |
Max Drawdown (1Y)Largest decline over 1 year | -10.96% | -1.35% | -9.61% |
Max Drawdown (5Y)Largest decline over 5 years | -41.66% | -10.13% | -31.53% |
Max Drawdown (10Y)Largest decline over 10 years | -41.66% | -10.13% | -31.53% |
Current DrawdownCurrent decline from peak | -10.31% | -0.92% | -9.39% |
Average DrawdownAverage peak-to-trough decline | -8.54% | -1.31% | -7.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.87% | 0.25% | +2.62% |
Volatility
DSEEX vs. DBLLX - Volatility Comparison
DoubleLine Shiller Enhanced CAPE (DSEEX) has a higher volatility of 4.34% compared to DoubleLine Low Duration Emerging Markets Fixed Income Fund (DBLLX) at 0.35%. This indicates that DSEEX's price experiences larger fluctuations and is considered to be riskier than DBLLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DSEEX | DBLLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.34% | 0.35% | +3.99% |
Volatility (6M)Calculated over the trailing 6-month period | 7.73% | 0.75% | +6.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.18% | 1.43% | +13.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.82% | 1.93% | +20.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.68% | 1.90% | +19.78% |